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Handbook on Semidefinite, Conic and Polynomial Optimization
- 1.0421364 - ÚTIA 2015 RIV US eng M - Monography Chapter
Kočvara, Michal - Stingl, M.
PENNON: Software for Linear and Nonlinear Matrix Inequalities.
Handbook on Semidefinite, Conic and Polynomial Optimization. New York: Springer, 2012 - (Anjos, M.; Laserre, J.), s. 755-791. International Series in Operations Research & Management Science. ISBN 978-1-4614-0769-0
R&D Projects: GA AV ČR IAA100750802
Institutional research plan: CEZ:AV0Z10750506
Institutional support: RVO:67985556
Keywords : semidefinite programming * optimization software
Subject RIV: BA - General Mathematics
http://library.utia.cas.cz/separaty/2012/MTR/kocvara-0421364.pdf
The goal of this paper is to present an overview of the software collection for the solution of linear and nonlinear semidefinite optimization problems PENNON. In the first part we present theoretical and practical details of the underlying algorithm and several implementation issues. In the second part we introduce the particular codes PENSDP, PENBMI and PENNON, focus on some specific features of these codes and show how they can be used for the solution of selected problems.
Permanent Link: http://hdl.handle.net/11104/0242969
Number of the records: 1